I hadn't realized that it needed to be done, I don't write paranormals or futuristic stories but yup...it's necessary anyway. World building.
Oh, sure, I've heard the term before, but always with the paranormal set. Who knew I'd need it for a Regency story? But historicals have their own world, one I thought well known enough not to bother. How wrong I was!
Dress, speech, travel, servants, tradition, customs, and even location are integral to the story. Everyone who reads a Regency story knows the world--right? Wrong. The problem isn't the well-known aspects of Jane Austen's world, it's what she never wrote about. Those are the things that interest me. Those are the things I want to write about. Those are what's important to world building.
Not just streets and balls and dances, or even etiquette and speech patterns. No, what's important is knowing both the history of the place, and the history of its people.
Without the people, there is no place.
So yes, world building in a paranormal means creating these things from scratch. But world building in any story means knowing those things (but not necessarily using them) as if you made them all up from scratch.